I think that it does not have
IME but I'm wondering if the Pyra has something similar to IME.
No IME, and that is a good point. But we have binary blobs in inner level, for example for GPU, and we don't know if that blobs have backdoor or bugs (wanted or unwanted by design) which can grant access to our computer.
Of course cell phone SOCs are much worse: for example they integrate cell modem inside SOC and that is running its own OS in same SOC with inner level, so they can do anything from it (and as cell connected, they can inject code whenever they want).
In Librem 5 they used a i.MX8M ARM Cortex-A53 SOC because they have open drivers for GPU/etc. The good point, by the way, is that Cortex-A53 is Spectre-free
ARM is better than Intel, but it isn't ideal. For example, Raspberry Pi is incredible bad: its SOC was designed for video, and ARM CPUs were only assistant items, no main items. When RPi starts a custom OS load 1st for GPU, and only then it passes control to ARM CPU; That custom OS is always running on RPi, and we don't know what it can do or what flaws in can have letting access to our system (like IME).
I suppose in RISC-V we well have same CPU without hidden parts, but only a very small part of them will be in that way, for example some of Si-Five, while most of them will be closed.
Si-Five have a RISC-V SOC capable of running Linux and having 4 64-bit cores and a 64-bit simpler control core all of it open (this extra core would be like "the other hidden core in IME" but all open). The problem with it is 1/ It isn't ready for mass market now (most Linux packets work, but still there is work to do); 2/ No GPU, so you get a SOC but you need a external GPU for some uses; 3/ Low in-order performance, but this can be a plus because there is no Spectre bug, while in Pyra we get Spectre because of Cortex-A15 (same as in RPi 4, while older RPi doesn't suffer Spectre).
Really I wait for a Linux capable RISC-V RPi-like board, even if it doesn't include GPU and its performance is like Cortex-A53